-40.9%
ENPH vs ACI
+33.9%
-74.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.5% |
| 7D | -7.6% | -0.5% | -7.1% | -7.5% |
| 30D | -16.4% | +4.9% | -21.3% | -16.7% |
| 3M | -34.3% | +11.1% | -45.4% | -35.0% |
| 6M | -28.5% | -14.9% | -13.6% | -27.8% |
| YTD | -16.4% | -19.6% | +3.2% | -15.2% |
| 1Y | -12.8% | -22.7% | +9.9% | -11.0% |
| 3Y | -65.7% | -31.2% | -34.4% | -64.5% |
| 5Y | -89.4% | -42.3% | -47.0% | -89.0% |
| All | -40.9% | +33.9% | -74.7% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling